Optimal Conditioning and Convergence in Rank One Quasi-Newton Updates

DOI10.1137/0725015zbMath0638.65041OpenAlexW1999257541MaRDI QIDQ3779670

Michael J. Todd, Chi-Ming Ip

Publication date: 1988

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0725015

zbMATH Keywords

convergencenumerical examplescondition numberquasi-Newton methodssuperlinear convergenceoptimal conditioningsecant updatesminimum of nonlinear functionsoptimal conditioned updateszero of smooth nonlinear mappings

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10) Numerical computation of matrix norms, conditioning, scaling (65F35)

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